Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market.
Stanislaw DrozdzLudovico MinatiPawel OswiecimkaMarek StanuszekMarcin WatorekPublished in: CoRR (2019)
Keyphrases
- competitive market
- foreign exchange
- double auction
- financial markets
- trading strategies
- stock exchange
- electricity markets
- futures market
- electronic markets
- agent mediated
- trading systems
- stock market
- electronic commerce
- market data
- global economy
- random noise
- noise level
- signal to noise ratio
- noise model
- trading agents
- noise reduction
- stock data
- missing data
- decision making
- financial data
- stock price
- supply chain management
- trading rules
- equilibrium strategies
- market participants